-8.7%
KVUE vs RNG
+119.8%
-128.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.1% | -6.1% | +1.0% | -4.9% |
| 30D | -6.3% | +9.6% | -15.9% | -6.6% |
| 3M | -0.5% | +83.3% | -83.8% | -2.4% |
| 6M | +3.1% | +77.9% | -74.9% | +1.0% |
| YTD | +6.7% | +139.9% | -133.2% | +3.3% |
| 1Y | -1.1% | +121.7% | -122.8% | -4.1% |
| 3Y | -8.7% | +121.9% | -130.6% | -14.9% |
| All | -8.7% | +119.8% | -128.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling